+157.1%
HPQ vs GD
+174.7%
-17.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -3.2% | +0.6% | -3.9% | -3.6% |
| 30D | -3.0% | +9.5% | -12.5% | -8.5% |
| 3M | +0.6% | -5.8% | +6.4% | +3.7% |
| 6M | +36.6% | +7.7% | +28.9% | +28.9% |
| YTD | +35.0% | +11.1% | +23.9% | +24.0% |
| 1Y | +23.1% | +6.1% | +17.0% | +16.3% |
| 3Y | +18.6% | +59.8% | -41.2% | -16.4% |
| 5Y | +10.3% | +104.6% | -94.3% | -35.9% |
| 10Y | +157.1% | +170.6% | -13.5% | +28.2% |
| All | +157.1% | +174.7% | -17.7% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling